SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
29 Jan 2026 04:11 PM IST
| SYNGENE 24-FEB-2026 500 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.44
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 472.70 | 8 | -3.85 | 33.47 | 1,282 | 291 | 1,175 | |||||||||
| 28 Jan | 480.30 | 11.9 | -3.5 | 35.22 | 1,720 | 260 | 883 | |||||||||
| 27 Jan | 489.70 | 15.05 | -136.7 | 34.74 | 2,563 | 604 | 604 | |||||||||
| 23 Jan | 543.80 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 22 Jan | 592.60 | 151.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 500 expiring on 24FEB2026
Delta for 500 CE is 0.31
Historical price for 500 CE is as follows
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 8, which was -3.85 lower than the previous day. The implied volatity was 33.47, the open interest changed by 291 which increased total open position to 1175
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 11.9, which was -3.5 lower than the previous day. The implied volatity was 35.22, the open interest changed by 260 which increased total open position to 883
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 15.05, which was -136.7 lower than the previous day. The implied volatity was 34.74, the open interest changed by 604 which increased total open position to 604
On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 151.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan SYNGENE was trading at 592.60. The strike last trading price was 151.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 24FEB2026 500 PE | |||||||
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Delta: -0.67
Vega: 0.46
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 472.70 | 33.25 | 5.15 | 37.35 | 180 | -17 | 424 |
| 28 Jan | 480.30 | 27.85 | 1.55 | 35.98 | 504 | 29 | 441 |
| 27 Jan | 489.70 | 25.1 | 18 | 38.14 | 5,965 | 24 | 433 |
| 23 Jan | 543.80 | 7.4 | 5.35 | 37.84 | 1,320 | 223 | 234 |
| 22 Jan | 592.60 | 1.95 | -0.2 | 40.54 | 11 | 6 | 6 |
For Syngene International Ltd - strike price 500 expiring on 24FEB2026
Delta for 500 PE is -0.67
Historical price for 500 PE is as follows
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 33.25, which was 5.15 higher than the previous day. The implied volatity was 37.35, the open interest changed by -17 which decreased total open position to 424
On 28 Jan SYNGENE was trading at 480.30. The strike last trading price was 27.85, which was 1.55 higher than the previous day. The implied volatity was 35.98, the open interest changed by 29 which increased total open position to 441
On 27 Jan SYNGENE was trading at 489.70. The strike last trading price was 25.1, which was 18 higher than the previous day. The implied volatity was 38.14, the open interest changed by 24 which increased total open position to 433
On 23 Jan SYNGENE was trading at 543.80. The strike last trading price was 7.4, which was 5.35 higher than the previous day. The implied volatity was 37.84, the open interest changed by 223 which increased total open position to 234
On 22 Jan SYNGENE was trading at 592.60. The strike last trading price was 1.95, which was -0.2 lower than the previous day. The implied volatity was 40.54, the open interest changed by 6 which increased total open position to 6






























































































































































































































